Anic Equity¶

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Total return since start: 0.621 %¶

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Equity now: -----------------------------> 49513.82 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43511.25 Kr¶

PnL: ---------------------------------------> -1364.33 Kr¶

DD now: ---------------------------------> -6.789 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 15:34:07.333711'

Anic Portfolio¶

Today¶

Return: -0.128 %¶

This Week¶

Return: -2.439 %¶

Total portfolio value¶

Return including deposits: 62.096 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.790000 1526.000000 103.000000 7.240000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -0.820000 917.520000 5.520000 0.610000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
BioGaia B 8 2.180000 899.200000 -4.800000 -0.530000 904.000000
Atrium Ljungberg B 5 0.340000 897.000000 -7.000000 -0.770000 904.000000
Profoto Holding 7 -2.150000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.570000 983.200000 -9.800000 -0.990000 993.000000
AcadeMedia 20 -0.620000 964.000000 -14.000000 -1.430000 978.000000
Biotage 1 -5.420000 134.300000 -14.700000 -9.870000 149.000000
JM 7 -0.820000 932.400000 -17.600000 -1.850000 950.000002
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
OX2 12 -1.790000 890.400000 -18.600000 -2.050000 909.000000
Vitrolife 3 0.000000 657.000000 -20.000000 -2.950000 677.000001
Addnode Group B 7 -0.320000 884.800000 -20.200000 -2.230000 904.999998
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Bufab 3 -0.740000 1051.800000 -24.200000 -2.250000 1076.000001
Latour B 4 -1.930000 831.600000 -24.400000 -2.850000 856.000000
Investor B 3 -0.820000 632.400000 -25.600000 -3.890000 657.999999
Vitec Software Group B 2 -2.440000 1078.000000 -26.000000 -2.360000 1104.000000
Hexatronic Group 15 -0.200000 1042.500000 -28.500000 -2.660000 1071.000000
Sandvik 4 0.050000 818.800000 -29.200000 -3.440000 848.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
INVISIO 15 -0.420000 3540.000000 -32.000000 -0.900000 3571.999995
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Sagax B 4 -2.350000 847.600000 -37.400000 -4.230000 885.000000
Alimak Group 12 -0.620000 966.000000 -41.000000 -4.070000 1007.000004
Byggmax Group 33 -1.200000 924.660000 -42.340000 -4.380000 966.999990
SKF B 5 -1.210000 937.000000 -43.000000 -4.390000 980.000000
EQT 4 -2.920000 824.400000 -48.600000 -5.570000 873.000000
Platzer Fastigheter Holding B 12 -1.190000 897.600000 -53.400000 -5.620000 951.000000
Catena 2 -0.580000 752.000000 -54.000000 -6.700000 806.000000
HEXPOL B 8 -5.350000 891.200000 -65.800000 -6.880000 957.000000
Orrön Energy 170 -3.720000 1977.950000 -68.050000 -3.330000 2045.999980
Hexagon B 26 -1.690000 3326.700000 -93.300000 -2.730000 3420.000012
VEF 788 -0.780000 1798.220000 -104.780000 -5.510000 1903.000300
Sedana Medical 93 0.800000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43511.250000 -1364.330000 -6.78936% 44875.578016

Updated:¶

'2023-06-21 15:34:23.873337'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶